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Assuming I subscribe to eSignal so I can have access to their 6
months of 1 minute data, I have the following questions:
(1) I would want to import the entire 6 months for all the stocks I'm
interested in. I've seen some references to backfilling databases
taking all night. If I'm only interested in, say, < 150 stocks, any
idea how long this might take?
(2) Once I've imported data for the full 6 months, any ideas how long
it might take to do daily updates?
(3) I assume I could compress the intraday data into daily data and
backtest based on both intraday and EOD signals, right? I saw some
messages from a week or two ago about this but I think they were
concerned about resolving EOD and intraday data differences -- yet if
I'm "creating" my daily data from my intraday (compressed) data, need
this be a concern (??) (Per the earlier messages, I should also
filter out data outside of normal market hours).
(4) My buy signals are based on EOD data but all my sells are done
with intraday trailing stops. Are there any (obvious) reasons why
such a system couldn't be accurately backtested over the 6 month
range with this type of compressed data?
Any thoughts on the above would be appreciated.
Dan
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